Add market order by nominal type (#295)

* Add market by nominal type * Fix gofmt * Resolve comment * Fix fmt Co-authored-by: Cyson <[email protected]>
sei-protocol · Oct 10, 2022 · 0f8362d · 0f8362d
1 parent 7769767
commit 0f8362d
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Showing 11 changed files with 555 additions and 150 deletions.
diff --git a/proto/dex/enums.proto b/proto/dex/enums.proto
@@ -18,6 +18,7 @@ enum OrderType {
     MARKET = 1;
     LIQUIDATION = 2;
     FOKMARKET = 3; // fill-or-kill market order
+    FOKMARKETBYVALUE = 4; // fill-or-kill market by value order
 }
 
 enum Unit {

diff --git a/proto/dex/order.proto b/proto/dex/order.proto
@@ -53,6 +53,12 @@ message Order {
     string statusDescription = 12 [
         (gogoproto.jsontag) = "status_description"
     ];
+    string nominal = 13 [
+        (gogoproto.moretags)   = "yaml:\"nominal\"",
+        (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+        (gogoproto.nullable)   = false,
+        (gogoproto.jsontag)    = "nominal"
+    ];
 }
 
 message Cancellation {

diff --git a/wasmbinding/test/encoder_test.go b/wasmbinding/test/encoder_test.go
@@ -30,6 +30,7 @@ func TestEncodePlaceOrder(t *testing.T) {
 		Price:             sdk.MustNewDecFromStr("10"),
 		Quantity:          sdk.OneDec(),
 		Data:              "{\"position_effect\":\"OPEN\", \"leverage\":\"1\"}",
+		Nominal:           sdk.ZeroDec(),
 	}
 	fund := sdk.NewCoin("usei", sdk.NewInt(1000000000))
 	msg := bindings.PlaceOrders{

diff --git a/x/dex/cache/order.go b/x/dex/cache/order.go
@@ -42,11 +42,16 @@ func (o *BlockOrders) GetSortedMarketOrders(direction types.PositionDirection, i
 	o.mu.Lock()
 	defer o.mu.Unlock()
 
-	res := o.getOrdersByCriteria(types.OrderType_MARKET, direction)
-	res = append(res, o.getOrdersByCriteria(types.OrderType_FOKMARKET, direction)...)
+	orderTypes := map[types.OrderType]bool{
+		types.OrderType_MARKET:           true,
+		types.OrderType_FOKMARKET:        true,
+		types.OrderType_FOKMARKETBYVALUE: true,
+	}
 	if includeLiquidationOrders {
-		res = append(res, o.getOrdersByCriteria(types.OrderType_LIQUIDATION, direction)...)
+		orderTypes[types.OrderType_LIQUIDATION] = true
 	}
+	res := o.getOrdersByCriteriaMap(orderTypes, map[types.PositionDirection]bool{direction: true})
+
 	sort.Slice(res, func(i, j int) bool {
 		// a price of 0 indicates that there is no worst price for the order, so it should
 		// always be ranked at the top.
@@ -86,3 +91,20 @@ func (o *BlockOrders) getOrdersByCriteria(orderType types.OrderType, direction t
 	}
 	return res
 }
+
+func (o *BlockOrders) getOrdersByCriteriaMap(orderType map[types.OrderType]bool, direction map[types.PositionDirection]bool) []*types.Order {
+	res := []*types.Order{}
+	for _, order := range o.internal {
+		if _, ok := orderType[order.OrderType]; !ok {
+			continue
+		}
+		if _, ok := direction[order.PositionDirection]; !ok {
+			continue
+		}
+		if order.Status == types.OrderStatus_FAILED_TO_PLACE {
+			continue
+		}
+		res = append(res, order)
+	}
+	return res
+}
diff --git a/x/dex/client/cli/tx/tx_place_orders.go b/x/dex/client/cli/tx/tx_place_orders.go
@@ -53,6 +53,13 @@ func CmdPlaceOrders() *cobra.Command {
 				}
 				newOrder.OrderType = argOrderType
 				newOrder.Data = orderDetails[6]
+				if newOrder.OrderType == types.OrderType_FOKMARKETBYVALUE {
+					argNominal, err := sdk.NewDecFromStr(orderDetails[7])
+					if err != nil {
+						return err
+					}
+					newOrder.Nominal = argNominal
+				}
 				orders = append(orders, &newOrder)
 			}
 

diff --git a/x/dex/contract/market_order.go b/x/dex/contract/market_order.go
@@ -40,7 +40,8 @@ func getUnfulfilledPlacedMarketOrderIds(
 		if order.Status == types.OrderStatus_FAILED_TO_PLACE {
 			continue
 		}
-		if order.OrderType == types.OrderType_MARKET || order.OrderType == types.OrderType_LIQUIDATION || order.OrderType == types.OrderType_FOKMARKET {
+		if order.OrderType == types.OrderType_MARKET || order.OrderType == types.OrderType_LIQUIDATION ||
+			order.OrderType == types.OrderType_FOKMARKET || order.OrderType == types.OrderType_FOKMARKETBYVALUE {
 			if settledQuantity, ok := orderIDToSettledQuantities[order.Id]; !ok || settledQuantity.LT(order.Quantity) {
 				res = append(res, order.Id)
 			}